+162.8%
FTNT vs CPNG
-49.8%
+212.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -2.5% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | -3.0% | -7.4% | +4.4% | -1.4% |
| 3M | +7.6% | -12.3% | +19.9% | +10.3% |
| 6M | +87.0% | -19.4% | +106.4% | +93.0% |
| YTD | +96.5% | -35.9% | +132.4% | +114.5% |
| 1Y | +92.9% | -53.4% | +146.3% | +128.6% |
| 3Y | +139.8% | -20.0% | +159.8% | +138.6% |
| All | +162.8% | -49.8% | +212.6% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling